+147.3%
GIS vs ACM
+230.8%
-83.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -7.8% | -3.7% | -4.1% | -7.5% |
| 30D | +6.6% | -11.1% | +17.7% | +7.8% |
| 3M | +21.0% | -8.0% | +29.0% | +21.8% |
| 6M | -9.1% | -29.7% | +20.6% | -5.8% |
| YTD | -13.6% | -29.4% | +15.8% | -10.7% |
| 1Y | -18.0% | -46.4% | +28.4% | -12.7% |
| 3Y | -33.7% | -22.3% | -11.3% | -32.8% |
| 5Y | -19.4% | +4.5% | -23.9% | -21.9% |
| 10Y | -21.3% | +127.6% | -148.9% | -33.2% |
| All | +147.3% | +230.8% | -83.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling